-25.9%
STRL vs GTLB
+6.1%
-32.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | 0.0% | -21.5% | -21.5% |
| 7D | -27.1% | -9.7% | -17.4% | -27.8% |
| 30D | -45.8% | +1.7% | -47.5% | -45.5% |
| 3M | -47.6% | +43.6% | -91.2% | -45.4% |
| 6M | -46.4% | +113.0% | -159.4% | -42.3% |
| YTD | -7.4% | +39.5% | -46.9% | +10.3% |
| 1Y | -25.9% | +12.6% | -38.5% | -3.4% |
| All | -25.9% | +6.1% | -32.0% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling